+53.0%
FERG vs SWK
+15.2%
+37.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.0% |
| 7D | 0.0% | -0.4% | +0.4% | +0.2% |
| 30D | -10.2% | -5.7% | -4.5% | -8.1% |
| 3M | -0.6% | +24.1% | -24.7% | -8.9% |
| 6M | -6.5% | +24.7% | -31.2% | -14.9% |
| YTD | +4.2% | +33.9% | -29.8% | -8.0% |
| 1Y | -2.3% | +34.7% | -36.9% | -14.3% |
| All | +53.0% | +15.2% | +37.8% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling